V-Lab
V-Lab
Hong Kong Stock Exchange Hang Seng China Enterprises Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:25.44% (-0.89%)

Analysis last updated: Friday, May 3, 2024 at 09:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Stock Exchange Hang Seng China Enterprises Index AMEM
paramt-stat
ω0.053224.40
α0.159332.90
β0.8140262.85
γ0.03044.26
Estimation Period:
Aug 5, 1994 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts